Revision as of 09:32, 6 April 2015

Table of functions

In reference to the TISEAN library alphabetical order of programs which is located here.

The choice whether a program exist in Octave is based only on comparing package/octave documentation with the TISEAN documentation. As of now I have not compared any code, nor checked if any sample data gives the same results from both functions (the octave ones and the TISEAN ones).

Program Name

Program Description

Corresponding Octave Function

Lanuguage of Origin

How to port

Status

arima-model

Fit and possibly iterate an ARIMA model

generalizes TSA arma functions

C

wrapped in C++/mfile/octfile code

ar-model

Fit and possibly iterate an Autoregessive model

'aar' in TSA; see also: aarmam, adim, amarma, mvaar from TSA

C

wrapped in C++/mfile/octfile code

ar-run

Iterate an Autoregessive model

Same as above

FORTRAN

wrapped in C++/mfile/octfile code

av-d2

Simply smooth output of d2

Can be implemented with filter in core

C

boxcount

Renyi Entopies of Qth order

None in GNU Octave (maybe in info-theory but it is not worth the pain)

C

wrapped in C++/mfile/octfile code

c1

Fixed mass estimation of D1

None in GNU Octave

FORTRAN

wrapped in C++/mfile/octfile code

c2d

Get local slopes from correlation integral

None in GNU Octave

FORTRAN

wrapped in C++/mfile/octfile code

c2g

Gaussian kernel of C2

None in GNU Octave

FORTRAN

wrapped in C++/mfile/octfile code

c2t

Takens estimator of D2

None in GNU Octave

FORTRAN

wrapped in C++/mfile/octfile code

choose

Choose rows and/or columns from a data file

Does not need to be ported

FORTRAN

-----

Done

compare

Compares two data sets

Does not need to be ported

FORTRAN

------

Done

corr, autocorr

Autocorrelation function

xcorr in signal

corr -C, autocorr (faster according to documentation) - FORTRAN

-------

Done

d2

Correlation dimension d2

None in GNU Octave

C

wrapped in C++/mfile/octfile code

delay

Creates delay embedding

None in GNU Octave (easy to implement in Octave but not worth the effort)

C

wrapped in C++/mfile/octfile code

endtoend

Determine end-to-end mismatch

None in GNU Octave

FORTRAN

wrapped in C++/mfile/octfile code

events

Interval/event conversion

None in GNU Octave

FORTRAN

To be reimplemented as m-file

extrema

Determine the extrema of a time series

findpeaks in signal (but maybe is just easier to port)

C

false_nearest

The false nearest neighbor algorithm

None in GNU Octave

C

wrapped in C++/mfile/octfile code

ghkss

Nonlinear noise reduction

None in GNU Octave

C

wrapped in C++/mfile/octfile code

henon

Create a Hénon time series

None in GNU Octave

FORTRAN

To be reimplemented as m-file

Done

histogram

Creates histograms

hist in core

C

ikeda

Create an Ikeda time series

None in GNU Octave

FORTRAN

To be reimplemented as mfile

intervals

Event/intervcal conversion

Might exist under different name

FORTRAN

To be reimplemented as mfile

lazy

Simple nonlinear noise reduction

None in GNU Octave

FORTRAN

wrapped in C++/mfile/octfile code

lfo-ar

Locally first order model vs. global AR model (old ll-ar)

None in GNU Octave

C

wrapped in C++/mfile/octfile code

lfo-run

Iterate a locally first order model (old nstep)

None in GNU Octave

C

wrapped in C++/mfile/octfile code

lfo-test

Test a locally first order model (old onestep)

None in GNU Octave

C

wrapped in C++/mfile/octfile code

lorenz

Create a Lorenz time series

None in GNU Octave

FORTRAN

wrapped in C++/mfile/octfile code

low121

Time domain low pass filter

There are lowpass filters in Octave: buttap, cheb1ap, cheb2ap, ellipap, sftrans, but I don't think they perform this task